+2.6%
HAL vs WYNN
+1.1%
+1.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -3.3% | -4.2% | +0.9% | -1.5% |
| 30D | +8.2% | -14.6% | +22.8% | +15.5% |
| 3M | -9.4% | -18.4% | +9.0% | -1.8% |
| 6M | +0.6% | -11.9% | +12.6% | +4.4% |
| YTD | +28.6% | -26.6% | +55.2% | +43.6% |
| 1Y | +63.9% | -28.5% | +92.4% | +83.0% |
| 3Y | -7.1% | -5.1% | -2.0% | -12.5% |
| 5Y | +102.3% | -10.5% | +112.8% | +79.3% |
| All | +2.6% | +1.1% | +1.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling